PCA Index Dashboard Examples#
This script was last run at 2024-03-11 13:48:28.072325+00:00 (UTC)
In US/Central Time, this is 2024-03-11 08:48:28.072325-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897988 | -0.477039 | 0.085115 | -0.006441 | 0.546317 | 0.254862 |
| 1997-01-03 | -0.886281 | -0.477039 | -0.156629 | 0.009089 | 0.745870 | 0.205723 |
| 1997-01-06 | -0.882378 | -0.477039 | -0.065223 | -0.014206 | 0.778743 | 0.269641 |
| 1997-01-07 | -0.882378 | -0.456202 | -0.130169 | -0.045266 | 0.838361 | 0.383210 |
| 1997-01-08 | -0.894086 | -0.456202 | -0.023128 | -0.084091 | 0.786403 | 0.496387 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-04 | -0.819938 | -1.477212 | -0.834954 | 1.670809 | 1.462380 | 0.115371 |
| 2024-03-05 | -0.800426 | -1.498049 | -0.718292 | 1.670809 | 1.214639 | -0.158854 |
| 2024-03-06 | -0.816036 | -1.529304 | -0.713481 | 1.670809 | 1.123882 | -0.203238 |
| 2024-03-07 | -0.816036 | -1.498049 | -0.720697 | 1.810580 | 1.133206 | -0.250791 |
| 2024-03-08 | -0.816036 | -1.477212 | -0.684616 | 1.810580 | 1.110572 | -0.250791 |
7183 rows × 6 columns
pc1
DATE
1997-01-02 -0.580232
1997-01-03 -0.686477
1997-01-06 -0.669358
1997-01-07 -0.705789
1997-01-08 -0.675443
...
2024-03-04 -1.656304
2024-03-05 -1.525996
2024-03-06 -1.512649
2024-03-07 -1.532732
2024-03-08 -1.511456
Name: PC1, Length: 7183, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()